+59.4%
RBLX vs NEM
+243.4%
-184.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +5.1% | -1.0% | +6.1% | +5.2% |
| 30D | +28.0% | +7.8% | +20.2% | +26.2% |
| 3M | +4.6% | +30.2% | -25.6% | -0.1% |
| 6M | -24.7% | +9.6% | -34.3% | -26.5% |
| YTD | -43.8% | +27.8% | -71.7% | -45.7% |
| 1Y | -65.8% | +60.7% | -126.5% | -67.5% |
| 3Y | +59.4% | +245.3% | -185.9% | +41.7% |
| All | +59.4% | +243.4% | -184.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling